7

Bid = 38.99 x 6800 Someone wants to buy 6800 shares at $38.99 each. Ask = 39.00 x 4300 Someone wants to sell 4300 shares at $39.00 each. When someone's bid price matches someone's ask price, you've got a transaction.


5

you can try CME DataSuite. Your broker gives you real time options quotes. If you do not have one you can open a scottrade account with just $500 deposit. When I moved my money from scottrade to ameritrade they did not close my account even till this day I can access my scottrade account and see real time quotes and the same research they offered me before. ...


4

The real time price you are seeing is the last traded price, when you buy or sell sell you move the market (probably by the tiniest bit) by adding volume to one side of the trade book. The price you get is the price at which the person selling to you is willing to sell to you and for stocks, depending on direction and liquidity, this will almost definitely ...


2

You probably will not find to many places if any that give you live quotes on options because for the general public there is not that high of a demand. Most people do not even know what stock options are. You can get update on some sites like CNBC, but you will have refresh constantly to get the latest option prices. You can also try an online broker, ...


2

It is... A reference price calculated by taking the average of the current quoted bid and ask prices. As the average between the high and low quoted prices, the mid-price expresses a general market value for an asset. However, since exchange prices are rounded to the nearest valid tradable price, the mid-price value may not be an exact average of bid and ...


2

Can a ordinary investor put limit orders in sub-penny ? Only your broker's software knows for sure.


2

The primary purpose of the exchange is to execute asks against bids and to provide quotes of asks and bids I suspect that what you're seeing is a divergence of the quoting system from the execution system in which the quote returned right before an execution making it appear as though there was a disparity. If the exchange did what every market participant ...


1

Make sure that the data that you are looking at is for the close of regular trading hours. Some data providers will also include after hours quotes and they are usually different. FWIW, I have two brokerage accounts open in real time and occasionally I see that Ameritrade takes a second or two to update and catch up to my primary account.


1

Becuse your broker is not a broker but a CFD bucket shop and that is HOW THEY EARN MONEY. How much in fees do you pay? 0 - well, guess what, changing prices is where they make the money. Ups. See, "real" brokers charge all kinds of fees for every transaction and list them all separately - and are thus not allowed to modify prices. Heck, they even say so on ...


1

The market price is not a single item. It is composed of several streams of data. market prices during normal trading First we have the Time of Sale data, which represents each transaction that has already taken place in the market. This is the data that is used to build candle charts. Then we have the limit order book data. This data has several ...


1

Unless you are trading illiquid securities or very large quantities, level 2 quotes are not useful. Particularly if you will be using limit orders.


1

You can try the StockViz API on mashape. It's a delayed by roughly 10-15min but has tick-level data.


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